CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 1.0032 1.0033 0.0001 0.0% 1.0025
High 1.0032 1.0033 0.0001 0.0% 1.0042
Low 1.0008 1.0026 0.0018 0.2% 0.9997
Close 1.0008 1.0029 0.0021 0.2% 1.0025
Range 0.0024 0.0007 -0.0017 -70.8% 0.0045
ATR 0.0031 0.0031 0.0000 -1.4% 0.0000
Volume 3 2 -1 -33.3% 210
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0050 1.0047 1.0033
R3 1.0043 1.0040 1.0031
R2 1.0036 1.0036 1.0030
R1 1.0033 1.0033 1.0030 1.0031
PP 1.0029 1.0029 1.0029 1.0029
S1 1.0026 1.0026 1.0028 1.0024
S2 1.0022 1.0022 1.0028
S3 1.0015 1.0019 1.0027
S4 1.0008 1.0012 1.0025
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0156 1.0136 1.0050
R3 1.0111 1.0091 1.0037
R2 1.0066 1.0066 1.0033
R1 1.0046 1.0046 1.0029 1.0048
PP 1.0021 1.0021 1.0021 1.0022
S1 1.0001 1.0001 1.0021 1.0003
S2 0.9976 0.9976 1.0017
S3 0.9931 0.9956 1.0013
S4 0.9886 0.9911 1.0000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0036 1.0008 0.0028 0.3% 0.0014 0.1% 75% False False 34
10 1.0042 0.9972 0.0070 0.7% 0.0021 0.2% 81% False False 27
20 1.0055 0.9900 0.0155 1.5% 0.0024 0.2% 83% False False 50
40 1.0169 0.9900 0.0269 2.7% 0.0023 0.2% 48% False False 41
60 1.0254 0.9900 0.0354 3.5% 0.0023 0.2% 36% False False 36
80 1.0254 0.9900 0.0354 3.5% 0.0021 0.2% 36% False False 32
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0063
2.618 1.0051
1.618 1.0044
1.000 1.0040
0.618 1.0037
HIGH 1.0033
0.618 1.0030
0.500 1.0030
0.382 1.0029
LOW 1.0026
0.618 1.0022
1.000 1.0019
1.618 1.0015
2.618 1.0008
4.250 0.9996
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 1.0030 1.0026
PP 1.0029 1.0023
S1 1.0029 1.0021

These figures are updated between 7pm and 10pm EST after a trading day.

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